Quant Analyst – Pricing
£110k 24% In Contract Bonus
Quant Capital is urgently looking for a Quant Analyst to join our high profile client.
Our client is a well-known major global exchange.
You will be part a team building cutting-edge applications and services supporting cross-asset trading and risk management. The successful candidate will have a passion for software development and the desire to constantly improve both their skills and the solutions they work on.
The role will be working on different financial derivatives across various assets classes from equities, commodities, fixed income to credit default swaps (CDS). The successful candidate will engage with various groups in the organization from product control to front line risk teams and sales teams.
Research, develop and Implement risk management models for the Clearing Business
Work with risk managers to provide quantitative supports and analytical tools to investigate and understand markets risks, liquidity risks, counterpart credit risks, etc
Model review, documentation and validation remediation to ensure compliance with the Model Risk Governance Framework
Review and interpret results of on-going model performance tests (e.g. back testing)
Develop and implement new quantitative models and pricing functions
Work and coordinate with model validators in model validation/re-validation review process
Prepare analyses for regulatory submissions of model changes and introduction of new models
Quant Analysts must have:
· Experience in a comparable quantitative modelling or analytics role
MSc in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field or relevant work experience
Strong mathematical knowledge of financial derivatives pricing and risk management models
Good data science experience
C++/C#/Java or Python programing skills
Experience with SQL
Solid numerical programming abilities
Excellent attention to detail with ability to work independently and also as part of a team
This role suits someone from a software development background that is looking to take on serious responsibility. We are looking for consultants who want to take ownership of products and take considerable responsibility and the bonus that goes with that.
My client is based in Central London
C#, C++ SQL, Support, Implementation